Q: How to use 'predict_proba' to get the confidence interval of AUC? I use python to get the AUC to assess the predicive performance of XGBoost model. I use the  'predict_proba' to get AUC, however, I can not get the 95% confidence interval.
The codes are as follows:
y_pred = XGBoost.predict_proba(testla)

fpr,tpr,thresholds = roc_curve(y_test,y_pred[:,1])
roc_auc = auc(fpr,tpr)
How to get the 95% confidence interval of AUC?
